First Trust Japan AlphaDEX Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.32% (+4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 17.01 | |
| 0.0968 | 22.73 | |
| 0.8685 | 175.43 |
Estimation Period:
Apr 26, 2011 to Feb 6, 2026
Apr 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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